+1,059.7%
APH vs AXP
+474.4%
+585.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +5.0% | -2.1% | +7.1% | +5.9% |
| 30D | -3.9% | -6.5% | +2.7% | -0.9% |
| 3M | +13.0% | +4.6% | +8.3% | +10.2% |
| 6M | +25.2% | +5.4% | +19.7% | +21.6% |
| YTD | +22.9% | -11.1% | +34.1% | +28.5% |
| 1Y | +47.8% | -0.3% | +48.1% | +45.5% |
| 3Y | +283.0% | +111.6% | +171.4% | +162.4% |
| 5Y | +349.7% | +117.6% | +232.1% | +196.7% |
| All | +1,059.7% | +474.4% | +585.4% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling